alashworth / test-issue-import

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vector-output log density functions #86

Open alashworth opened 5 years ago

alashworth commented 5 years ago

Issue by bob-carpenter Thursday Nov 19, 2015 at 19:56 GMT Originally opened as https://github.com/stan-dev/stan/issues/1697


Idea from Aki Vehtari on stan-dev:

In Stan 2.8, log density functions like normal_log() output the sum of the densities of their components (with appropriate broadcasting of scalars).

It would be nice to allow them to be specified to return a vector, for instance for WAIC or LOO calculations. Aki suggests somethign roughly like

log_lik <- normal_ld<norm=true, sum=false>(y | X * b, sigma);

or maybe with vec=true instead of sum=false.

The result of #1683 will help with implementation.